FourierStuff/R/empCGF.R
2014-03-05 21:21:58 -05:00

18 lines
497 B
R

# Empirical Cumulant Generating function
#
# Author: François Pelletier
###############################################################################
#' Empirical Coment Generating function
#'
#' Evaluate the empirical CGF from a data sample
#' @param t Vector of transform variates
#' @param DATA Vector of individual data
#' @return A vector of CGF values
#' @export empCGF
#' @author François Pelletier
empCGF <- function(t,DATA)
{
log(colMeans(outer(DATA,t,function(x,y) exp(x*y))))
}